To start the game, double-click on the icon. Click in any row or press the numbers 1-7 on the keyboard (but not the keypad) to place your game piece. Then the computer will think a while and place its piece. The game ends when either you or the computer has four game pieces in a row (horizontally, vertically, or diagonally). You can change the difficulty by pressing the Options|Easy or Options|Not-So-Easy menu items.
To play with 2 players, click on Options|2 Players. A status bar will appear at the bottom of the window. Player 1's pieces are red and Player 2's pieces are black. Typically, you would want one player using the mouse and the other using the keyboard to place their pieces.